on response to COM_STMT_EXECUTE

The test cases like the following one
  delimiter |;
  CREATE PROCEDURE SP001()
  BEGIN
    DECLARE C1 CURSOR FOR SELECT 1;

    OPEN C1;

    SELECT 1;
    CLOSE C1;
    CLOSE C1;
  END|
  delimiter ;|
  --error 1326
  call SP001();

are failed since processing of ERR packet was missed by mysqltest
in case it is run with --ps-protocol

Additionally, the test sp-error was changed to don't run multi-statements
since they are not supported by PS protocol